+566.8%
MTZ vs ALLY
+124.8%
+442.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | +3.7% | -5.3% | -3.4% |
| 30D | -11.1% | -2.3% | -8.8% | -10.1% |
| 3M | -36.7% | +3.8% | -40.5% | -37.9% |
| 6M | -21.9% | +9.7% | -31.7% | -25.9% |
| YTD | +9.1% | -1.4% | +10.5% | +8.7% |
| 1Y | +30.0% | +8.2% | +21.7% | +23.1% |
| 3Y | +138.5% | +66.5% | +72.0% | +75.6% |
| 5Y | +158.3% | +1.2% | +157.1% | +129.5% |
| 10Y | +700.8% | +191.4% | +509.3% | +245.5% |
| All | +566.8% | +124.8% | +442.0% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling